-25.2%
NVTS vs IP
-14.5%
-10.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.9% | +8.4% | +9.7% |
| 7D | +20.8% | -3.0% | +23.8% | +23.1% |
| 30D | -11.1% | +10.6% | -21.7% | -15.9% |
| 3M | -31.0% | -13.6% | -17.5% | -25.6% |
| 6M | -47.4% | +10.4% | -57.8% | -51.9% |
| YTD | +34.2% | -6.5% | +40.7% | +30.9% |
| 1Y | +22.2% | -2.1% | +24.3% | +14.8% |
| 3Y | +68.4% | +22.0% | +46.4% | +15.7% |
| 5Y | -39.0% | -9.7% | -29.3% | -42.6% |
| All | -25.2% | -14.5% | -10.7% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling